Method and arrangement for continuous filtering of particles out of a contaminated liquid by means of a number of separate filtering units (14) in order continuously to feed purified liquid to a consumer. Each filtering unit (14) comprises a rotatable, perforated drum (16) with a particle-catching filter means (18) on the outer surface of the drum. A first predetermined degree of coating with particles is created on the filter means of the drums, and purified liquid inside all the drums of the filtering units (14) except at least one, which is kept inactive in a standby state by shutting off the associated pump (26), is then fed to a consumer. The feed of purified liquid from a drum to the consumer is interrupted when a second predetermined, higher degree of coating with particles has been reached on the filter means on an individual drum, at least one filtering unit kept in standby state being activated as replacement for the filtering unit(s) from which the feed of purified liquid has been interrupted. The filter means of each filtering unit shut down is cleaned, and liquid in the tank is made to pass through the cleaned filter means and to circulate back to the tank until the first predetermined degree of coating with particles has been reached on the filter means of the drum. The cleaned shut-down filtering unit is put in a standby state by shutting off its pump. The second, higher degree of coating is detected by means of a respective pressure sensor coordinated with each filtrate outlet pipe (24).